Premium Blog

Data-mining is widely used nowadays for trading algo development

Visual chartists often believe they are doing technical analysis but in most cases what they do has little relation to it. It is not hard to distinguish between a modern technical analyst and a visual chartist.

This is an indicator of market short-term reversals often mentioned in Premium reports. The P-Dow indicator is based on the p-indicator and it works like an oscillator: when its value rises above a threshold that usually means that the probability of a ...

Although the overnight edge is AAPL is gone, maybe for good, it persists in some other securities. Here is an example with a substantial overnight edge in 2014.

This is a simple indicator of momentum but it can also point to extreme levels in the sense of gambler’s fallacy.

This paradox arises because being a consistent loser in the markets is as hard as being a consistent winner.

A few days ago I was reading one of my old graduate texts on probability theory and noticed a section that I have forgot all about, or to be more precise, I did not pay attention to it at that time ...

Backtesting trading systems on historical data is again becoming popular almost 30 years after it started being used by individual traders due to recent advances in web technology and server speed that allows its online implementation.

Trend-following based on indicators and classical chart patterns are two trading methods that were developed in mid 20th century using data from the equity markets mainly. These methods worked well for an extended period of time in those markets due ...

If you do not know the answer, or, even worse, if the manager does not know the answer, then you may be in for surprises in the future, pleasant or unpleasant. Most fund managers focus on return and risk as measured by volatility and ...